+80.2%
CHRW vs FBTC
+65.3%
+14.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.6% |
| 30D | -3.5% | +23.0% | -26.5% | -4.7% |
| 3M | -19.4% | +25.6% | -45.0% | -20.6% |
| 6M | -21.4% | +9.0% | -30.4% | -22.0% |
| YTD | -7.1% | -8.9% | +1.8% | -7.3% |
| 1Y | +17.8% | -27.5% | +45.4% | +19.0% |
| All | +80.2% | +65.3% | +14.9% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FBTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling